+739.4%
GLD vs PSA
+1,234.6%
-495.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | +3.9% | +0.8% | +4.6% |
| 30D | -0.9% | +19.7% | -20.6% | -1.5% |
| 3M | -4.4% | +4.3% | -8.7% | -4.6% |
| 6M | -13.6% | +11.4% | -24.9% | -13.9% |
| YTD | -6.0% | +33.9% | -39.9% | -6.9% |
| 1Y | +1.8% | +28.3% | -26.5% | +0.9% |
| 3Y | +103.2% | +53.5% | +49.7% | +100.3% |
| 5Y | +119.3% | +30.6% | +88.7% | +116.8% |
| 10Y | +199.5% | +145.8% | +53.7% | +193.2% |
| All | +739.4% | +1,234.6% | -495.2% | +695.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling